Citation Impact
Citing Papers
Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
2009 Standout
Relationship Lending in a Financial Turmoil
2010
Politicians at Work: The Private Returns and Social Costs of Political Connections
2009
But Economics Is Not an Experimental Science
2010 StandoutNobel
Microeconomic Origins of Macroeconomic Tail Risks
2014 StandoutNobel
Infinite-variance, alpha-stable shocks in monetary SVAR
2012
The Real Effects of Disrupted Credit: Evidence from the Global Financial Crisis
2018 StandoutNobel
Immigration and Crime: An Empirical Analysis
2008
Technological Change and the Demand for Currency: An Analysis with Household Data
2008
The Moments of Log-ACD Models
2003
Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents
2009
Why Do Firms Form New Banking Relationships?
2011 Standout
Banks’ Non-Interest Income and Systemic Risk
2012
The macroeconomics of fiscal consolidations in euro area countries
2010 Standout
Infrastructure and Development: A Critical Appraisal of the Macro-level Literature
2011
Oil and the Macroeconomy: A Quantitative Structural Analysis
2009
Credit Supply, Flight to Quality and Evergreening: An Analysis of Bank-Firm Relationships after Lehman
2010
The (Mis)Specification of Discrete Duration Models with Unobserved Heterogeneity: A Monte Carlo Study
2009
The Network Origins of Aggregate Fluctuations
2011 StandoutNobel
Is gold a hedge or safe haven against oil price movements?
2013 Standout
The Topology of the Interbank Market: Developments in Italy Since 1990
2009
Current Debates On Infrastructure Policy
2007
Investors' Risk Attitude and Risky Behavior: A Bayesian Approach with Imperfect Information
2008
Competing Influence
2008
The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks
2010 Standout
Stock Market Volatility and Macroeconomic Fundamentals
2012 Nobel
Cascades in Networks and Aggregate Volatility
2010 StandoutNobel
Measuring Systemic Risk
2016 Standout
Measuring Wealth Mobility
2009
What Determines Debt Intolerance? The Role of Political and Monetary Institutions
2009
The Impact of Information and Communications Technology Infrastructure and Complementary Factors on Intra-African Trade
2013 Standout
Innovation and Productivity in SMEs - Empirical Evidence for Italy
2009 Standout
Infrastructure And Growth In Developing Countries : Recent Advances And Research Challenges
2008
What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?
2019 Standout
Gradualism, Transparency and the Improved Operational Framework: A Look at the Overnight Volatility Transmission
2009
Nonlinearities in the Dynamics of the Euro Area Demand for M1
2008
Gold prices, cost of carry, and expected inflation
2009
Bond Risk Premia, Macroeconomic Fundamentals and the Exchange Rate
2009
Agglomeration and Growth: The Effects of Commuting Costs
2008
Trades and Quotes: A Bivariate Point Process
2003 StandoutNobel
Modeling International Financial Returns with a Multivariate Regime-switching Copula
2009
Immigrant Earnings in the Italian Labour Market
2008
Macroeconomic Effects of Greater Competition in the Service Sector: The Case of Italy
2009
Composite Indicators for Monetary Analysis
2009
Bank Risk and Monetary Policy
2009
Taxation, corruption, and growth
2016 StandoutNobel
Geopolitical risk and dynamic connectedness between commodity markets
2022 Standout
Maximization by Parts in Likelihood Inference
2005
Works of David Veredas being referenced
High frequency financial econometrics : recent developments
2007
The stochastic conditional duration model: a latent variable model for the analysis of financial durations
2003
A Monthly Volatility Index for the US Real Economy
2009
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
2014
Temporal Aggregation of Univariate and Multivariate Time Series Models: A Survey
2008
Estimation of Stable Distributions by Indirect Inference
2009
Systemic risk in the US: Interconnectedness as a circuit breaker
2017
How much does infrastructure matter to growth in Sub-Saharan Africa?
2008
Macroeconomic surprises and short-term behaviour in bond futures
2005